+278.5%
KGC vs GLDM
+126.2%
+152.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | -0.6% |
| 7D | 0.0% | +1.9% | -1.9% | -2.9% |
| 30D | -9.3% | -1.7% | -7.6% | -6.0% |
| 3M | -15.9% | -3.5% | -12.3% | -9.4% |
| 6M | -24.9% | -10.1% | -14.8% | -7.4% |
| YTD | -23.0% | -5.0% | -18.0% | -16.1% |
| 1Y | -9.9% | +2.8% | -12.7% | -15.3% |
| 3Y | +301.2% | +105.1% | +196.1% | -0.1% |
| 5Y | +278.5% | +124.3% | +154.2% | -27.9% |
| All | +278.5% | +126.2% | +152.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling